SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Three-factor capm risk exposures: Some evidence from Malaysian commercial banks
16 references·0 citing·46 second hop
Three-factor capm risk exposures: Some evidence from Malaysian commercial banks (2010)Three-factor capm risk exposures: Some ev…Bank Governance, Regulation, and Risk Taking (2008)Bank Governance, Regulation, …Risk-taking behaviour and ownership in the banking industry: The Spanish evidence (2007)Risk-taking behaviour and own…Bank income structure and risk: An empirical analysis of European banks (2007)Bank income structure and ris…Bank regulation and risk-taking incentives: An international comparison of bank risk (2004)Bank regulation and risk-taki…Risk management, capital structure and lending at banks (2003)Risk management, capital stru…Factors affecting bank risk taking: Evidence from Japan (2003)Factors affecting bank risk t…The impact of the Internet in banking: observations and evidence from developed and emerging markets (2002)The impact of the Internet in…Corporate control, bank risk taking, and the health of the banking industry (2000)Corporate control, bank risk …Commercial bank mutual fund activities: Implications for bank risk and profitability (1996)Commercial bank mutual fund a…Ownership Structure, Deregulation, and Bank Risk Taking (1990)Ownership Structure, Deregula…INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED (1990)INTEREST RATE CHANGES AND COM…Financial Reporting, Supplemental Disclosures, and Bank Share Prices (1989)Financial Reporting, Suppleme…A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS (1980)A RE‐EXAMINATION OF INTEREST …The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)Systematic Interest-Rate Risk…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The Pricing of Options and Corporate Liabilities (1973)Diversification in Banking: Is Noninterest Income the Answer? (2004)The dark side of diversification: The case of US financial holding companies (2005)Back to the basics in banking? A micro-analysis of banking system stability (2009)Regulations, competition and bank risk-taking in transition countries (2009)Efficiency and risk in European banking (2010)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Deposit Insurance, Risk, and Market Power in Banking (1988)Diversification, Size, and Risk at Bank Holding Companies (1997)How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation (2009)Corporate Governance and Bank Risk‐taking (2015)Economic policy uncertainty and financial stability–Is there a relation? (2020)Additional evidence on equity ownership and corporate value (1990)Does local religiosity matter for bank risk-taking? (2016)The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Problems and Solutions in Conducting Event Studies (1990)The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model (1998)Risk Reduction as a Managerial Motive for Conglomerate Mergers (1981)The relationship between return and market value of common stocks (1981)The Structure of Corporate Ownership: Causes and Consequences (1985)The relationship between risk and capital in commercial banks (1992)Ownership structure, risk and performance in the European banking industry (2007)Creditor rights, information sharing, and bank risk taking (2010)Financial Reporting: An Accounting Revolution. (1982)The theory and practice of econometrics (1986)Value-relevance of banks' derivatives disclosures (1996)Perspectives on Recent Capital Market Research (2002)Using and Interpreting Fixed Effects Models (2023)Law and Finance (1998)The quality of government (1999)Investor Protection and Corporate Valuation (2002)The impact of banking regulations on banks' cost and profit efficiency: Cross-country evidence (2009)Banking risk and regulation: Does one size fit all? (2011)Funding liquidity and bank risk taking (2016)Financial Intermediation and Delegated Monitoring (1984)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)The liquidity of bank assets and banking stability (2006)Can Banks in Emerging Economies Benefit from Revenue Diversification? (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 1990Ownership Structure, Deregulation, and Bank Risk Taking1,031 cited
  • 2007Bank income structure and risk: An empirical analysis of European banks840 cited
  • 2003Risk management, capital structure and lending at banks449 cited
  • 2004Bank regulation and risk-taking incentives: An international comparison of bank risk406 cited
  • 1989Financial Reporting, Supplemental Disclosures, and Bank Share Prices383 cited
  • 2000Corporate control, bank risk taking, and the health of the banking industry322 cited
  • 2003Factors affecting bank risk taking: Evidence from Japan319 cited
  • 1974Systematic Interest-Rate Risk in a Two-Index Model of Returns294 cited
  • 2007Risk-taking behaviour and ownership in the banking industry: The Spanish evidence228 cited
  • 2008Bank Governance, Regulation, and Risk Taking161 cited
  • 1996Commercial bank mutual fund activities: Implications for bank risk and profitability155 cited
  • 1990INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED133 cited
  • 2002The impact of the Internet in banking: observations and evidence from developed and emerging markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

128 cited
  • 1980A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS128 cited
  • Cited by

    No citing works inside the corpus for this window.